Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52973.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 35005.43 Kr¶

PnL: ---------------------------------------> -113.79 Kr¶

DD now: ---------------------------------> -0.277 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 18:44:05.819226'

Anic Portfolio¶

Today¶

Return: -0.176 %¶

This Week¶

Return: -0.176 %¶

Total¶

Return: 73.42 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
New Wave B 20 1.980000 3922.000000 16.000000 0.410000 3906.000000
Humana 40 2.770000 682.400000 10.400000 1.550000 672.000000
Balco Group 39 -0.100000 1875.900000 5.850000 0.310000 1870.050000
BHG Group 49 -2.240000 641.900000 4.410000 0.690000 637.490000
SynAct Pharma 9 2.430000 646.200000 3.600000 0.560000 642.600000
BONESUPPORT HOLDING 10 1.410000 1223.000000 2.000000 0.160000 1221.000000
Creades A 7 1.340000 610.400000 1.750000 0.290000 608.650000
NCC B 7 1.190000 652.400000 0.700000 0.110000 651.700000
Addtech B 3 1.930000 698.400000 0.000000 0.000000 698.400000
Vitrolife 3 -0.530000 675.000000 0.000000 0.000000 675.000000
SCA A 4 -0.800000 598.400000 0.000000 0.000000 598.400000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Latour B 2 0.360000 447.400000 -1.000000 -0.220000 448.400000
Indutrade 5 0.530000 1316.000000 -1.000000 -0.080000 1317.000000
Sampo Oyj SDB 1 -0.200000 502.000000 -2.000000 -0.400000 504.000000
Eastnine 6 0.740000 652.800000 -2.400000 -0.370000 655.200000
Biotage 4 -0.530000 598.400000 -2.400000 -0.400000 600.800000
Xvivo Perfusion 3 -0.880000 840.000000 -3.000000 -0.360000 843.000000
Ambea 68 2.260000 2526.880000 -4.080000 -0.160000 2530.960000
Lundin Gold 7 0.440000 967.400000 -4.200000 -0.430000 971.600000
Sdiptech B 3 1.420000 816.000000 -4.200000 -0.510000 820.200000
Fortnox 10 -1.200000 660.800000 -4.800000 -0.720000 665.600000
Volati 5 0.890000 567.000000 -6.000000 -1.050000 573.000000
Embracer Group B 26 0.780000 652.600000 -7.020000 -1.060000 659.620000
Investor A 16 -0.630000 3524.800000 -11.200000 -0.320000 3536.000000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
NCC A 6 -2.420000 579.600000 -18.000000 -3.010000 597.600000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 35005.430000 -113.790000 -0.27735% 35119.220000

Updated:¶

'2023-06-07 18:44:19.921048'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶